Whisk together the egg yolks, sugar, cinnamon and nutmeg until well blended. Whisk in 2 cups of the heavy whipping cream and 2 cups of the milk. Heat the mixture over low heat, stirring constantly until it looks thicker than heavy cream or coats the back of a wood spoon, at least 30 minutes. Do not overheat, or the eggs will curdle.

Strain the mixture into a storage container and whisk in the remaining 1 cup of milk, remaining 1 cup of cream, vanilla extract, rums, brandy and bourbon. Chill overnight in the storage container or in bottles.